+20.5%
OTIS vs ABCL
-81.2%
+101.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | -4.7% | +65.1% | -69.8% | -6.9% |
| 3M | +1.2% | +111.1% | -109.8% | -2.4% |
| 6M | -20.5% | +231.6% | -252.1% | -25.3% |
| YTD | -18.4% | +234.5% | -252.9% | -23.7% |
| 1Y | -18.1% | +174.3% | -192.4% | -22.8% |
| 3Y | -10.6% | +111.5% | -122.0% | -16.6% |
| 5Y | -16.1% | -37.3% | +21.2% | -20.0% |
| All | +20.5% | -81.2% | +101.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling